Hi All,

I was wondering if it's possible to perform a universe selection multiple times a day (i.e. different list of stocks in the algorithm universe every 15 minutes).

This is similar to intraday trading, and picking top percent gain stocks AT the time of trading. Since the list of top percent gainers for low cap stocks through out a day can varying significantly, that's why choosing a universe just once at the beginning is not appropriate for my strategy.

I thought about requesting historical data for all stocks every 15 minutes and calculate the top percent gainers that way, but do you think this will lead to poor performance?

Thanks in advance!